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Answered 2014-04-12 19:43:55

If the probability distribution function for the random variable X is f(x), then

first calculate E(X) = integral of x*f(x)dx over the whole real line.

Noxt calculate E(X2) = integral of x2*f(x)dx over the whole real line.

Then Variance(X) = E(X2) - [E(X)]2

and finally, SD(X) = sqrt[Variance(X)].

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